Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47600.37 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46205.6 Kr¶

PnL: ---------------------------------------> -682.97 Kr¶

DD now: ---------------------------------> -2.117 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 10:50:34.965526'

Anic Portfolio¶

Today¶

Return: -0.732 %¶

This Week¶

Return: -0.652 %¶

Total¶

Return: 55.831 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2789.500000 153.500000 5.820000 2636.000010
Beijer Electronics Group 26 -0.840000 3068.000000 97.000000 3.260000 2971.000006
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.820000 3435.200000 58.200000 1.720000 3377.000000
Boozt 12 0.780000 1710.000000 56.000000 3.390000 1653.999996
AcadeMedia 12 -1.780000 596.400000 39.400000 7.070000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.310000 389.700000 34.700000 9.770000 355.000000
Corem Property Group B 59 -1.800000 611.240000 34.240000 5.930000 576.999999
MedCap 2 -0.220000 455.000000 34.000000 8.080000 421.000000
Resurs Holding 22 -0.430000 606.760000 32.760000 5.710000 573.999998
HMS Networks 2 -2.700000 691.600000 18.600000 2.760000 673.000000
Securitas B 6 -0.370000 586.440000 16.440000 2.880000 570.000000
Swedbank A 3 -0.670000 577.200000 13.200000 2.340000 564.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
OEM International B 7 -0.390000 536.900000 8.900000 1.690000 527.999997
Intrum 4 -1.800000 535.600000 8.600000 1.630000 527.000000
Coor Service Management Hold. 8 -0.300000 540.400000 8.400000 1.580000 532.000000
Karnov Group 9 -0.500000 540.000000 4.000000 0.750000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.480000 249.120000 3.120000 1.270000 246.000000
Nordea Bank Abp 29 0.070000 3456.800000 2.800000 0.080000 3453.999992
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 -0.780000 543.500000 -2.500000 -0.460000 546.000000
Essity B 2 -0.110000 560.000000 -14.000000 -2.440000 574.000000
Midsona B 63 -0.990000 568.260000 -14.740000 -2.530000 582.999984
CTEK 13 -1.260000 510.900000 -23.100000 -4.330000 533.999999
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -1.160000 551.500000 -43.070000 -7.240000 594.565215
Vivesto 1368 2.000000 558.140000 -54.860000 -8.950000 612.999432
Sampo Oyj SDB 7 -0.830000 3776.500000 -73.500000 -1.910000 3850.000000
Axfood 13 0.650000 3606.200000 -149.800000 -3.990000 3756.000001
Fasadgruppen Group 35 1.170000 3619.000000 -192.000000 -5.040000 3810.999990
OX2 18 -2.110000 1417.500000 -246.500000 -14.810000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 46205.600000 -682.970000 -2.11705% 46888.564618

Updated:¶

'2023-01-25 10:50:47.723391'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶